I have reported these problems to Apple. Since then there's no feedback or I'd have remove them from the list.
In macOS menu items allow user-defined keyboard shortcuts to be assigned to them. From System Preferences > Keyboard > Shortcuts you can assign key combinations to App menus, Services, etc...
In El Capitan Apple omitted a couple of menu items from the View menu of Mail app. There was a Select group containing Previous Message in this Conversation and Next Message in this Conversation
Other than that functionally nothing around this topic has changed. The app still has messages arranged in conversations. So why change the menu? It simply doesn't make sense. Especially considering that all other menus are the same. Which makes it a very random thing. It's a mistake. Someone overlooked it. There is no other explanation.
In Safari traditionally the command+number keyboard shortcut opens a bookmark from the Favorites menu (⌘+1 would open the first bookmark, ⌘+2 the second, etc.).
Which is now replaced (with no option of reversing it) by a stupid, conforming behavior lifted from Google Chrome: ⌘+1 to 9 jumps from the first to the ninth browser tab in the current window - I'm not going to get into detail why that is stupid, but it's not even copied right. In Chrome at least ⌘+9 jumps to the last tab, which gives it some usability advantage as ⌘+1 and ⌘+9 can act as Home/End in the context of tabs.